Last Tuesday I was doing the 3 cone drill with my trainer as it's part of my gym's fitness challenge. I've never done it before and wound up rolling my left ankle. Afterwards I could still walk on it, although it felt sore and tender, and I decided to finish the training day as best I could. I've taken a break since then, because of a long trip of the Labor Day weekend, hoping it would be enough time for my ankle to recover in order to participate in the fitness challenge this weekend.

As of today my ankle is still sore to walk on and I'm not sure if I should try to undertake this. There's going to be a lot of running and agility tests and I'm afraid I might aggrivate it more or roll it again! I can walk on it, but I still have to compensate a bit and wind up with a small limp still. Is it a good idea to just continute to let it heal? How long do these take to heal?

you could always wrap it in heavy duty athletic tape to prevent further aggravation. it's really up to you and how you feel.

Do NOT wrap it in tape and continue exercise. The healing process will only be prolonged. You MIGHT be able to continue exercise but now since you have rolled your ankle it has lost it's neuromuscular effeciancy and it has also decreased the neural drive to your glutes. You will end up compensating movements to achieve a desired motion and your body will be using a different way of moving to prevent further injury from occurring.

What i'm basically saying is. Your body is now going to use different movement and muscles to achieve a movement because it wants to protect your ankle. After your ankle has been healed, those compensations WILL STILL OCCURR. You are going to have to rehab it and gain back neural drive and effeciancy.

I agree with Valentine. It's really important to get any injury treated ASAP because you will lose the normal neural stability impulses (as well as strength), which together make you more susceptible to twisting your ankle again

It's not "just a sprained ankle". It's an injury that needs to be treated.

It's all depends on how well you treat it before you can start doing those types of movements again. Icing 2-3 times a day will help with the swelling.

After I sprained my ankle, and decrease physical activity for a week or so, I went back in progressing back into it. I started with a balance routine to help stability and strengthen tendons and ligaments. First, were sets of 1-legged balance drills:

stand on one foot and bring the other foot forward 10-15 seconds then do other foot.
stand on one foot and bring other foot out to side 10-15 sec repeat for other foot
stand on one foot and bring other foot backwards 10-15 sec repeat for other foot.

After a few days of these, I tried to make it harder by closing my eyes. Then I started doing one legged exercises such as lunges (forward, lateral, reverse) with cool down periods standing 1-legged on a Bosu Ball. I was fine and felt confident in strength and balance after about 2 week.